Binding: Hardcover
Description: An informative guide offering new and innovative ways to think about active management and investing Active Beta Indexes presents exciting new research that shows how above - market returns can be achieved in a low - cost transparent and efficient fashion. Active Betas reflect fundamental investment principles that have long been the foundation of active equity returns but are commonly masqueraded as investment skill or alpha. This groundbreaking book lifts the veil to uncover the common sources of active returns and reveals their beta - like properties. Developed by leading investment practitioners at Westpeak Global Advisors Active Beta Indexes introduces Active Beta sources and explains how the behavior of short - and long - term earnings growth gives rise to systematic sources of active equity returns. Details a new index framework and research findings that could change the face of active portfolio management Presents patent - pending innovations for constructing style indexes and informationally - efficient active portfolios Explores the historical performance of Active Beta Indexes Wealth advisers consultants pensions and endowments and other institutional investors will find the intellectual honesty of Active Beta Indexes a refreshing perspective on the active management industry. They will also find it a useful guide to a more strategic allocation of their risk and management fee budgets a growing necessity in these challenging times.
Title: Activebeta Indexes Capturing Systematic Sources Of Active Equity Returns
Author(s): Platt Stephen C.
Publisher: John Wiley & Sons Inc
Barcode: 9780470610022
Pages: 240 Pages, Drawings: 85 B&W, 0 Color; Tables: 23 B&W, 0 Color
Publication Date: 3/8/2010
Series: Wiley Finance
Category: Investment & Securities